Extensions to IVX Methods of Inference for Return Predictability
Matei Demetrescu,
Iliyan Georgiev,
Paulo M. M. Rodrigues,
A M Robert Taylor
Journal of Econometrics,
vol. 237, 2023, p. .
On the Design of a European Unemployment Insurance System
Arpad Abraham,
Joao Brogueira de Sousa,
Ramon Marimon,
Lukas Mayr
European Economic Review,
vol. 156, 2023, p. .
Target Industry Takeover Competition and the Wealth Effects of Mergers and Acquisitions: International Evidence
Tanveer Hussain,
Gilberto Loureiro
Journal Of International Financial Markets, Institutions And Money,
vol. 89, 2023, p. .
Transformed Regression-Based Long-Horizon Predictability Tests
Matei Demetrescu,
Paulo M. M. Rodrigues,
A M Robert Taylor
Journal of Econometrics,
vol. 237, 2023, p. .
Testing for Episodic Predictability in Stock Returns
Matei Demetrescu,
Iliyan Georgiev,
Paulo M. M. Rodrigues,
A M Robert Taylor
Journal of Econometrics,
vol. 227, 2022, p. 85-113.
The Effect of Emotional Positivity of Brand-Generated Social Media Messages on Consumer Attention and Information Sharing
João Sá Oliveira,
Kemefasu Lfie,
Martin Sykora,
Eleni Tsougkou,
Vitor Castro,
Suzanne Elayan
Journal of Business Research,
vol. 140, 2022, p. 49-61.
The Interplay between Human, Social and Cognitive Resources of Nascent Entrepreneurs
Abeer Alomani,
Rui Baptista,
Suma S. Athreye
Small Business Economics,
vol. 59, 2022, p. 1301-1326.
Multivariate Fractional Integration Tests Allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume
Marina Balboa,
Paulo M. M. Rodrigues,
António Rua,
A M Robert Taylor
Journal of Applied Econometrics,
vol. 36, 2021, p. 544-565.
The Impact of COVID-19 on Households' Income in the EU
Vanda Almeida,
Salvador Barrios,
Michael Christl,
Silvia De Poli,
Alberto Tumino,
Wouter van der Wielen
Journal Of Economic Inequality,
vol. 19, 2021, p. 413-431.
Dynamic Vector Mode Regression
Gordon C. R. Kemp,
Paulo Parente,
João Santos Silva
Journal of Business and Economic Statistics,
vol. 38, 2020, p. 647-661.
On the Real Effect of Financial Pressure: Evidence From Firm‐Level Employment During the Euro‐Area Crisis.
Filipa Da Silva Fernandes,
Alexandros Kontonikas,
Serafeim Tsoukas
Oxford Bulletin of Economics and Statistics,
vol. 81, 2019, p. 617-646.
On the Trade-off between Efficiency in Job Assignment and Turnover: The Role of Breakup Fees.
Arijit Mukherjee,
Luís Vasconcelos
Journal of Law, Economics and Organization,
vol. 34, 2018, p. 230-271.
Semi-parametric Seasonal Unit Root Tests
Tomás Barrio Castro,
Paulo M. M. Rodrigues,
A M Robert Taylor
Econometric Theory,
vol. 34, 2018, p. 447-476.
A Signaling-Based Theory of Contractual Commitment to Relationships
Luís Vasconcelos
European Economic Review,
vol. 93, 2017, p. 123-138.
Non-exclusive Financial Advice
Salvatore Piccolo,
Giovanni W. Puopolo,
Luís Vasconcelos
Review Of Finance,
vol. 20, 2016, p. 2079-2123.
Quantiles, Corners, and the Extensive Margin of Trade
José Machado,
João Santos Silva,
Kehai Wei
European Economic Review,
vol. 89, 2016, p. 73-84.
Let the Markets Begin: The Interplay between Free Prices and Privatisation in Early Transition
Bruno T. da Rocha
Journal Of Comparative Economics,
vol. 43, 2015, p. 350-370.
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles
Tomás Barrio Castro,
Paulo M. M. Rodrigues,
A M Robert Taylor
Oxford Bulletin of Economics and Statistics,
vol. 77, 2015, p. 495-511.
Stereotypes and Madrassas: Experimental Evidence from Pakistan
Adeline Delavande,
Basit Zafar
Journal of Economic Behavior and Organization,
vol. 118, 2015, p. 247-267.
Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically
João Santos Silva,
Silvana Tenreyro
Oxford Bulletin of Economics and Statistics,
vol. 77, 2015, p. 93-105.
Understanding Price Stickiness: Firm-Level Evidence on Price Adjustment Lags and Their Asymmetries
Daniel Dias,
Carlos Robalo Marques,
Fernando Martins,
João Santos Silva
Oxford Bulletin of Economics and Statistics,
vol. 77, 2015, p. 701-718.
Are Complementary Reforms a `Luxury` for Developing Countries?
Jorge Braga de Macedo,
Joaquim Oliveira Martins,
Bruno Rocha
Journal Of Comparative Economics,
vol. 42, 2014, p. 417-435.
Contractual Signaling, Relationship-Specific Investment and Exclusive Agreements
Luís Vasconcelos
Games And Economic Behavior,
vol. 87, 2014, p. 19-33.
Estimating the Extensive Margin of Trade
João Santos Silva,
Silvana Tenreyro,
Kehai Wei
Journal of International Economics,
vol. 93, 2014, p. 67-75.
Estimating the Extensive Margin of Trade
João Santos Silva,
Silvana Tenreyro,
Kehai Wei
Journal of International Economics,
vol. 93, 2014, p. 67-75.
Platform Pricing Structure and Moral Hazard
Guillaume Roger,
Luís Vasconcelos
Journal of Economics and Management Strategy,
vol. 23, 2014, p. 527-547.
Maternal Education, Home Environments, and the Development of Children and Adolescents
Pedro Carneiro,
Costas Meghir,
Matthias Parey
Journal Of The European Economic Association,
vol. 11, 2013, p. 123-160.
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests
Paulo M. M. Rodrigues,
A M Robert Taylor,
Tomás Barrio Castro
Econometric Theory,
vol. 29, 2013, p. 1289-1313.
A Cautionary Note on Tests of Overidentifying Restrictions
Paulo Parente,
João Santos Silva
Economics Letters,
vol. 115, 2012, p. 314-317.
Identification Issues in Some Double-Index Models for Non-negative Data
João Santos Silva,
Georgios Papadopoulos
Economics Letters,
vol. 117, 2012, p. 365-367.
On the Use of Robust Regression in Econometrics
João Santos Silva,
Markus Baldauf
Economics Letters,
vol. 114, 2012, p. 124-127.
Regression towards the Mode
João Santos Silva,
Gordon C. R. Kemp
Journal of Econometrics,
vol. 170, 2012, p. 92-101.
Regression towards the Mode
João Santos Silva,
Gordon C. R. Kemp
Journal of Econometrics,
vol. 170, 2012, p. 92-101.
Specification and Testing of Models Estimated by Quadrature
João Santos Silva,
Geert Dhaene
Journal of Applied Econometrics,
vol. 27, 2012, p. 322-332.
Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator
João Santos Silva,
Silvana Tenreyro
Economics Letters,
vol. 112, 2011, p. 220-222.
Yearning, Learning, and Conceding: Reasons Men and Women Change Their Childbearing Intentions
Maria Iacovou,
Lara Patrício Tavares
Population And Development Review,
vol. 37, 2011, p. 89-123.
On the Existence of the Maximum Likelihood Estimates in Poisson Regression
João Santos Silva,
Silvana Tenreyro
Economics Letters,
vol. 107, 2010, p. 310-312.
Estimation of Default Probabilities Using Incomplete Contracts Data
João Santos Silva,
José Murteira
Journal Of Empirical Finance,
vol. 16, 2009, p. 457-465.
The Dynamics of Job Creation and Destruction for University Graduates: Why a Rising Unemployment Rate Can Be Misleading
Ana Rute Cardoso,
Priscila Ferreira
Applied Economics,
vol. 41, 2009, p. 2513-2521.
Uncertainty, Irreversibility, Durable Consumption and the Great Depression
João Ejarque
Economica,
vol. 76, 2009, p. 574-587.
A Note on Variable Addition Tests for Linear and Log-Linear Models
Leslie Godfrey,
João Santos Silva
Economics Letters,
vol. 95, 2007, p. 422-427.
Time- or State-Dependent Price Setting Rules? Evidence from Micro Data
Daniel Dias,
Carlos Robalo Marques,
João Santos Silva
European Economic Review,
vol. 51, 2007, p. 1589-1613.